Optimal design of experiments subject to correlated errors

Andrej Pázman and Werner Müller

Statistics & Probability Letters, 2001, vol. 52, issue 1, 29-34

Abstract: In this paper we consider optimal design of experiments in the case of correlated observations, when no replications are possible. This situation is typical when observing a random process or random field with known covariance structure. We present a theorem which demonstrates that the computation of optimum exact designs corresponds to solving minimization problems in terms of design measures.

Keywords: Design; measure; Approximate; information; matrix; Random; field; Exact; designs (search for similar items in EconPapers)
Date: 2001
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